On the statistical differences between binary forecasts and real-world payoffs
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DOI: 10.1016/j.ijforecast.2019.12.004
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Cited by:
- Taleb, Nassim Nicholas & Bar-Yam, Yaneer & Cirillo, Pasquale, 2022. "On single point forecasts for fat-tailed variables," International Journal of Forecasting, Elsevier, vol. 38(2), pages 413-422.
- Roos, Michael W. M. & Reccius, Matthias, 2021. "Narratives in economics," Ruhr Economic Papers 922, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Michael Roos & Matthias Reccius, 2021. "Narratives in economics," Papers 2109.02331, arXiv.org, revised Dec 2022.
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Keywords
Forecasting; Heavy tailed distributions; Extreme value theory; Forecasting competitions; Mathematical finance;All these keywords.
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